+214.9%
ONEV vs VT
+242.1%
-27.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -0.6% | +1.0% | -1.6% | -1.4% |
| 3M | +5.8% | +2.4% | +3.4% | +3.3% |
| 6M | +6.3% | +12.0% | -5.7% | -3.9% |
| YTD | +13.0% | +15.3% | -2.3% | -0.3% |
| 1Y | +13.5% | +22.6% | -9.1% | -5.1% |
| 3Y | +44.1% | +74.7% | -30.6% | -11.6% |
| 5Y | +48.9% | +66.1% | -17.3% | -5.2% |
| 10Y | +182.2% | +225.0% | -42.8% | +9.5% |
| All | +214.9% | +242.1% | -27.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling